Anic Equity¶

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Total return since start: 0.716 %¶

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Equity now: -----------------------------> 52418.21 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46053.26 Kr¶

PnL: ---------------------------------------> -669.34 Kr¶

DD now: ---------------------------------> -1.322 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 16:55:21.929290'

Anic Portfolio¶

Today¶

Return: -0.229 %¶

This Week¶

Return: -1.221 %¶

Total portfolio value¶

Return including deposits: 71.604 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.690000 4522.500000 202.500000 4.690000 4320.000000
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 4.150000 664.440000 25.440000 3.980000 638.999984
NCC B 7 2.930000 663.950000 9.950000 1.520000 653.999997
SynAct Pharma 9 0.840000 650.700000 5.700000 0.880000 645.000003
Embracer Group B 26 2.640000 667.290000 5.290000 0.800000 661.999988
Eastnine 6 0.360000 661.200000 4.200000 0.640000 657.000000
Nolato B 12 0.370000 648.000000 2.400000 0.370000 645.600000
SCA A 4 -0.530000 599.200000 0.200000 0.030000 599.000000
Sdiptech B 3 1.410000 821.400000 -0.600000 -0.070000 822.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
Addnode Group B 6 -0.240000 748.200000 -1.800000 -0.240000 750.000000
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
Investor B 3 -0.480000 652.350000 -3.150000 -0.480000 655.500000
Addtech B 3 -0.170000 696.000000 -4.000000 -0.570000 699.999999
Latour B 2 -0.130000 444.800000 -4.200000 -0.940000 449.000000
Balco Group 39 1.800000 1870.050000 -4.950000 -0.260000 1874.999997
Biotage 4 -1.060000 597.600000 -5.400000 -0.900000 603.000000
BONESUPPORT HOLDING 10 -0.730000 1216.000000 -8.000000 -0.650000 1224.000000
Humana 40 0.120000 662.400000 -11.600000 -1.720000 674.000000
Indutrade 5 -0.500000 1306.500000 -13.500000 -1.020000 1320.000000
Lime Technologies 2 4.770000 571.000000 -22.000000 -3.710000 593.000000
Fortnox 10 -1.370000 646.000000 -22.000000 -3.290000 668.000000
Vitrolife 3 -1.560000 643.200000 -33.800000 -4.990000 677.000001
Volati 5 0.000000 540.000000 -34.000000 -5.920000 574.000000
Xvivo Perfusion 3 -2.000000 807.000000 -38.000000 -4.500000 845.000001
Lundin Gold 7 -0.890000 932.400000 -41.600000 -4.270000 973.999999
Creades A 7 -9.260000 555.800000 -55.200000 -9.030000 610.999998
Investor A 16 -0.460000 3488.000000 -57.000000 -1.610000 3545.000000
Ambea 68 -1.140000 2472.480000 -64.520000 -2.540000 2537.000032
Gaming Innovation Group 161 -0.780000 4105.500000 -82.500000 -1.970000 4187.999942
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 0.370000 3828.000000 -88.000000 -2.250000 3916.000000
Bactiguard Holding B 37 -11.180000 2675.100000 -284.900000 -9.620000 2960.000000
TOTAL 46053.260000 -669.340000 -1.32179% 46722.599938

Updated:¶

'2023-06-09 16:55:39.453008'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶